"...But ...now the dream has changed, now you dont know how to get on the train ,cant read the signs properly[ive had a similar dream] cant board the train etc, in real life it could be read as though you dont know were your going in life.The part where you cant find your name on the board is really interesting ,like you dont have any idea who you are now.
So you head for the turn-stiles anyway and try to pass through,meaning you try to pass through life without knowing ,without finding your place,your indentity in the world and even more interesting is that you thought because you have 'been here' so many times and because the conductor [who conducts all of life and fate?}has brought you here before you wouldnt need too go through this again,very PL related.
Dreams so much like life speak in metaphors.
As for the 30's/40's I would go look at some clothing from this period and see how it matches up to your dream.Perhaps you had similar feelings in a PL set in this period.I once had a dream were i was in 30's/40's clothing ,Hat and all - but the dream was set in modern day.